Convergence of a Robust Deep FBSDE Method for Stochastic Control
type: Item
instance of: scholarly article
title: Convergence of a Robust Deep FBSDE Method for Stochastic Control
DOI: 10.1137/22M1478057
author: Kristoffer Andersson
author: Adam Andersson
author: Cornelis W. Oosterlee
published in: SIAM Journal on Scientific Computing
publication date: 2023-04-11T00:00:00Z
full work available at URL: https://arxiv.org/abs/2201.06854
Mathematics Subject Classification ID: 93E03
Mathematics Subject Classification ID: 60H30
Mathematics Subject Classification ID: 68T07
Mathematics Subject Classification ID: 60H35
zbMATH DE Number: 7673287
zbMATH Keywords: FBSDE
zbMATH Keywords: deep learning
zbMATH Keywords: stochastic control
describes a project that uses: Adam
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 7673287